HONG KONG MONETARY AUTHORITY
INTERBANK LIQUIDITY
February 29, 2008

 

CONVERTIBILITY UNDERTAKING

USD/HKD FOR VALUE SPOT
OFFER RATE : 7.8500
BID RATE : 7.7500


DISCOUNT WINDOWS

BASE RATE : 4.50%
TODAY'S O/N HIBOR : 2.61%
HKAB 1M HIBOR FIXING : 2.69500%

TWI 86.60 (-0.3) 
29 Feb 08


OPENING AGGREGATE BALANCE

4,692MN

CLOSING AGGREGATE BALANCE

4,808MN

CHANGE ATTRIBUTABLE TO :

MARKET ACTIVITIES

+0MN

INTEREST PAYMENT/ ISSUANCE OF EXCHANGE FUND PAPER #

+14MN

DISCOUNT WINDOW REVERSAL

-0MN

DISCOUNT WINDOW TODAY

+102MN

# This refers to the increase in the Aggregate balance due to interest payments on exchange fund paper. The Earliest opportunity will be taken to issue new exchange fund paper to absorb such increase in the aggregate balance.

TIME

AGGREGATE BALANCE OF 
SETTLEMENT ACCOUNTS

0930 HR

6,450MN

1000 HR

12,680MN

1100 HR

23,934MN

1200 HR

44,623MN

1500 HR

67,714MN

1600 HR

73,890MN


(AS AT 17:30HR 
29 Feb 2008)

FOREX TRANSACTIONS

INTEREST PAYMENT/ ISSUANCE OF EXCHANGE FUND PAPER

FORECAST AGGREGATE BALANCE BEFORE DISCOUNT WINDOW OPENS
03 MAR 2008 +0MN -2MN 4,703MN
04 MAR 2008 +0MN -1MN 4,702MN
05 MAR 2008 +0MN -49MN 4,653MN

AFTER 05 MAR 2008

+0MN

-17MN

4,636MN

       

 

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